bug修复

Administrator

2025-03-24 d2aefca018e8a66f7aed54e7cf03f1cb54d65926

bug修复

 l2/l2_data_manager_new.py

@@ -181,6 +181,7 @@
        num_splites = [round(5000 / limit_up_price), round(10000 / limit_up_price), round(20000 / limit_up_price),
                       round(30000 / limit_up_price)]
        total_num = 0
        buyno_map = local_today_buyno_map.get(code)
        for i in range(max(start_index, processed_index), end_index + 1):
            data = total_datas[i]
            if not L2DataUtil.is_limit_up_price_buy_cancel(data["val"]) and not L2DataUtil.is_limit_up_price_buy(
@@ -189,9 +190,7 @@
            # 如果是涨停买撤信号需要看数据位置是否比开始处理时间早
            if L2DataUtil.is_limit_up_price_buy_cancel(data["val"]):
                # 获取买入信号
                buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
                                                                                                    local_today_buyno_map.get(
                                                                                                        code))
                buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i], buyno_map)
                if buy_index is not None and buy_index < begin_pos:
                    continue

@@ -2196,6 +2195,7 @@
        if place_order_count is None:
            place_order_count = 0
        is_ge_code = tool.is_ge_code(code)
        buy_no_map = local_today_buyno_map.get(code)
        for i in range(compute_start_index, compute_end_index + 1):
            data = total_datas[i]
            _val = total_datas[i]["val"]
@@ -2230,11 +2230,8 @@
                                f"{code}获取到买入执行点(快速买入)：{i} 统计纯买手数：{buy_nums} 目标纯买手数：{threshold_num} 统计纯买单数：{buy_count}")
            elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
                # 判断买入位置是否在买入信号之前
                buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
                                                                                                    local_today_buyno_map.get(
                                                                                                        code))
                buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i], buy_no_map)
                if buy_index is not None:

                    # 找到买撤数据的买入点
                    if buy_index >= buy_single_index:
                        max_buy_num_set.discard(buy_index)
@@ -2335,6 +2332,7 @@
        max_buy_num_set = set(max_num_set)
        active_buy_blocks = cls.get_active_buy_blocks(code)
        is_ge_code = tool.is_ge_code(code)
        buyno_map = local_today_buyno_map.get(code)
        for i in range(compute_start_index, compute_end_index + 1):
            data = total_datas[i]
            _val = total_datas[i]["val"]
@@ -2372,9 +2370,7 @@
                                f"{code}获取到买入执行点(积极下单)：{i} 统计纯买手数：{buy_nums} 目标纯买手数：{threshold_num} 统计纯买单数：{buy_count}")
            elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
                # 判断买入位置是否在买入信号之前
                buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
                                                                                                    local_today_buyno_map.get(
                                                                                                        code))
                buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i], buyno_map)
                if buy_index is not None:

                    # 找到买撤数据的买入点